This article examines the asymmetric volatility spillover effects between Bitcoin and alternative coin markets at the … "pump-and-dump schemes" in the crypto markets. To do that, we estimate the volatility spillovers from Bitcoin to altcoin and … the cryptos' own risk spillovers during bull and bear markets. The spillover results from Bitcoin to altcoin provide mixed …

potential drivers of Bitcoin volatility, we consider measures of volatility and risk in the US stock market as well as a measure … long-term Bitcoin volatility. The finding is atypical for volatility co-movements across financial markets. Moreover, we … find that the S&P 500 volatility risk premium has a significantly positive effect on long-term Bitcoin volatility. Finally …

factor Hashrate as irrelevant for modeling Bitcoin price dynamics. This irrelevance is due to the underlying code that makes …This paper aims to enhance the understanding of which factors affect the price development of Bitcoin in order for … crucial independent variable. Moreover, the empirical findings indicate that the price of Bitcoin is affected by returns on …

to Bitcoin, and comparison is made from a price perspective. It seems that Bitcoin is leading privacy coins in price …-term sustainability in their value; however, their price changes follow that of Bitcoin very closely. The role of privacy coins in the …Since the inauguration of cryptocurrencies, Bitcoin has been under pressure from competing tokens. As Bitcoin is a …

cryptocurrencies currently in use in the market. Some cryptocurrencies, such as Bitcoin, are choosing mining as a reward, to secure …

This paper analyzes high-frequency estimates of good and bad realized volatility of Bitcoin. We show that volatility …

This paper examines the behaviour of Bitcoin returns and those of several other cryptocurrencies in the pre and post … period of the introduction of the Bitcoin futures market. We use the principal component-guided sparse regression (PC … important variable for Bitcoin for all periods, whereas for the other cryptocurrencies there are other variables that seem more …

This paper studies the behaviour of Bitcoin returns at different sample frequencies. We consider high frequency returns … starting from tick-by-tick price changes traded at the Bitstamp and Coinbase exchanges. We find evidence of a smooth intra … Bitcoin returns at or above one day, though, we find predictability for sample frequencies up to 6 h. Predictability of …